Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends
β Scribed by Uwe Hassler
- Book ID
- 108554661
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 180 KB
- Volume
- 62
- Category
- Article
- ISSN
- 0140-5543
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π SIMILAR VOLUMES
## Abstract A linear regression model with random walk coefficients is extended to allow for linear restrictions between the coefficients to be satisfied at each point in time. Estimation in this model is shown to be no more involved than estimation in the standard model. It is also demonstrated ho
In this paper we consider the problem of constructing optimal designs for experimenta! situations where c controls are to be compared to t test treatments and the treatments are to bc applied to experimental units occurring in a linear array and where there may be an unknowlJ linear trend. Methods a